AGNC Investment Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.88% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7891 | 3.87 | |
| 0.1186 | 41.33 | |
| 0.9902 | 412.23 | |
| 4.9260 | 13.60 |
Estimation Period:
May 15, 2008 to Feb 13, 2026
May 15, 2008 to Feb 13, 2026
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